+285.6%
ENPH vs THC
+1,300.4%
-1,014.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | -10.3% | +0.2% | -10.5% | -10.3% |
| 30D | -10.1% | +9.0% | -19.1% | -12.7% |
| 3M | -33.1% | +12.9% | -46.0% | -36.0% |
| 6M | -24.8% | +52.8% | -77.7% | -36.3% |
| YTD | -11.7% | +47.4% | -59.1% | -25.5% |
| 1Y | -8.2% | +47.7% | -56.0% | -22.9% |
| 3Y | -63.7% | +444.7% | -508.4% | -81.4% |
| 5Y | -88.7% | +269.3% | -358.0% | -93.7% |
| 10Y | +2,382.5% | +1,913.5% | +468.9% | +493.9% |
| All | +285.6% | +1,300.4% | -1,014.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling